CB vs. HCA
CB (Chubb Limited) and HCA (HCA Healthcare, Inc.) are both stocks. CB operates in Insurance - Property & Casualty (Financial Services), while HCA operates in Medical Care Facilities (Healthcare). Over the past 10 years, CB returned 12.26%/yr vs 18.27%/yr for HCA. At a 0.34 correlation, their price movements are largely independent.
Performance
CB vs. HCA - Performance Comparison
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Returns By Period
In the year-to-date period, CB achieves a 5.77% return, which is significantly higher than HCA's -16.94% return. Over the past 10 years, CB has underperformed HCA with an annualized return of 12.26%, while HCA has yielded a comparatively higher 18.27% annualized return.
CB
- 1D
- 0.38%
- 1M
- 1.55%
- YTD
- 5.77%
- 6M
- 7.02%
- 1Y
- 15.88%
- 3Y*
- 21.39%
- 5Y*
- 16.27%
- 10Y*
- 12.26%
HCA
- 1D
- 2.29%
- 1M
- -8.47%
- YTD
- -16.94%
- 6M
- -19.89%
- 1Y
- 5.01%
- 3Y*
- 12.30%
- 5Y*
- 13.79%
- 10Y*
- 18.27%
CB vs. HCA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CB Chubb Limited | 5.77% | 14.46% | 23.89% | 4.20% | 15.97% | 27.85% | 1.41% | 22.94% | -9.63% | 12.82% |
HCA HCA Healthcare, Inc. | -16.94% | 56.71% | 11.75% | 13.83% | -5.64% | 57.58% | 12.07% | 20.24% | 43.37% | 18.67% |
Correlation
The correlation between CB and HCA is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 2011 | 0.34 |
The correlation between CB and HCA shifts across timeframes, from 0.21 (1 year) to 0.36 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
CB:
$28.35
HCA:
$28.46
CB:
11.58
HCA:
13.60
CB:
0.80
HCA:
1.62
CB:
2.72
HCA:
1.22
CB:
$48.15B
HCA:
$75.60B
CB:
$17.01B
HCA:
$31.37B
CB:
$12.22B
HCA:
$15.60B
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Return for Risk
CB vs. HCA — Risk / Return Rank
CB
HCA
CB vs. HCA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Chubb Limited (CB) and HCA Healthcare, Inc. (HCA). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CB | HCA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.69 | ||
| Sortino ratioReturn per unit of downside risk | +0.93 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.06 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.64 | 0.15 | +1.49 |
| Martin ratioReturn relative to average drawdown | 3.73 | 0.44 | +3.29 |
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Drawdowns
CB vs. HCA - Drawdown Comparison
The maximum CB drawdown since its inception was -50.99%, smaller than the maximum HCA drawdown of -54.74%. Use the drawdown chart below to compare losses from any high point for CB and HCA.
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Drawdown Indicators
| CB | HCA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.99% | -54.74% | +3.75% |
Max Drawdown (1Y)Largest decline over 1 year | -9.36% | -33.62% | +24.26% |
Max Drawdown (3Y)Largest decline over 3 years | -14.35% | -33.62% | +19.27% |
Max Drawdown (5Y)Largest decline over 5 years | -19.26% | -39.49% | +20.23% |
Max Drawdown (10Y)Largest decline over 10 years | -42.59% | -54.74% | +12.15% |
Current DrawdownCurrent decline from peak | -3.68% | -28.87% | +25.19% |
Average DrawdownAverage peak-to-trough decline | -10.68% | -11.04% | +0.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.11% | 11.15% | -7.04% |
Volatility
CB vs. HCA - Volatility Comparison
The current volatility for Chubb Limited (CB) is 6.08%, while HCA Healthcare, Inc. (HCA) has a volatility of 8.97%. This indicates that CB experiences smaller price fluctuations and is considered to be less risky than HCA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CB | HCA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.08% | 8.97% | -2.89% |
Volatility (6M)Calculated over the trailing 6-month period | 13.12% | 21.53% | -8.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.67% | 27.33% | -9.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.33% | 29.90% | -9.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.69% | 32.63% | -8.94% |
Dividends
CB vs. HCA - Dividend Comparison
CB's dividend yield for the trailing twelve months is around 1.49%, more than HCA's 0.76% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CB Chubb Limited | 1.20% | 1.22% | 1.30% | 1.51% | 1.49% | 1.65% | 2.01% | 1.91% | 2.24% | 1.93% | 2.07% | 4.23% |
HCA HCA Healthcare, Inc. | 0.76% | 0.62% | 0.88% | 0.89% | 0.93% | 0.75% | 0.63% | 1.08% | 1.12% | 0.00% | 0.00% | 0.00% |
Financials
CB vs. HCA - Financials Comparison
This section allows you to compare key financial metrics between Chubb Limited and HCA Healthcare, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
CB and HCA have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HCA has higher volatility (8.97%) compared to CB (6.08%). In terms of maximum drawdown, CB dropped -50.99% vs HCA's -54.74%.
CB currently has the higher Sharpe Ratio (0.87 vs 0.18), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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